Web appendix for the research paper History Volatility and Financial Crises on Jon Danielsson's ModelsandRisk.org

Learning from History Volatility and Financial Crises

Learning from History: Volatility and Financial Crises

Review of Financial Studies 31, 2774–2805.

Jon Danielsson, Marcela Valenzuela and Ilknur Zer

This version: October 2017 Download

The volatility for each country in the sample can be seen here
Extra tables are here